V-Lab: Manho Rope & Wire Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Manho Rope & Wire Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:35.96% (0.00%)

Analysis last updated: Wednesday, May 1, 2024 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7482	7.64
$α$	0.1705	8.11
$β$	0.7291	25.29
$γ_{1}$	-0.0785	-1.85
$γ_{2}$	0.1552	2.35
$γ_{3}$	-0.1666	-2.96
$γ_{4}$	0.0965	1.52
$γ_{5}$	0.0622	0.97
$γ_{6}$	-0.1761	-2.72
$γ_{7}$	0.1671	2.37
$γ_{8}$	-0.0467	-0.59
$γ_{9}$	0.0282	0.29
$γ_{10}$	-0.0904	-1.08

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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